Production year

Number of documents

5

Francesco RUSSO


For more information see:

uma.ensta-paristech.fr/~russo

perso.ensta-paristech.fr/~russo


2012   

Preprints, Working Papers, ...5 documents

  • Francesco Russo, Frederi Viens. Gaussian and non-Gaussian processes of zero power variation. 2012. ⟨inria-00438532v2⟩
  • Stéphane Goutte, Nadia Oudjane, Francesco Russo. Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets. 2012. ⟨inria-00473032v2⟩
  • Stéphane Goutte, Nadia Oudjane, Francesco Russo. On some expectation and derivative operators related to integral representations of random variables with respect to a PII process. 2012. ⟨hal-00665852⟩
  • Nadia Belaribi, Francesco Russo. About Fokker-Planck equation with measurable coefficients and applications to the fast diffusion equation. 2012. ⟨hal-00645483v2⟩
  • Nadia Belaribi, François Cuvelier, Francesco Russo. Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation.. 2012. ⟨hal-00723821⟩